+5,496.3%
UNP vs SPG
+5,923.7%
-427.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.7% |
| 7D | -3.3% | +5.1% | -8.3% | -4.8% |
| 30D | +6.7% | +16.8% | -10.1% | +1.3% |
| 3M | +1.8% | +5.7% | -3.9% | -0.1% |
| 6M | +13.3% | +17.8% | -4.5% | +7.2% |
| YTD | +30.3% | +30.1% | +0.2% | +19.1% |
| 1Y | +36.9% | +32.8% | +4.1% | +24.3% |
| 3Y | +50.9% | +137.2% | -86.3% | +12.0% |
| 5Y | +37.9% | +81.5% | -43.5% | +9.9% |
| 10Y | +293.8% | +116.5% | +177.3% | +162.7% |
| All | +5,496.3% | +5,923.7% | -427.4% | +1,383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling